% This is the file econometrics.sty.
% This style file underlies the paper
% "Notation in Econometrics: a proposal for a standard"
% by Karim Abadir and Jan R. Magnus,
% The Econometrics Journal (2002), 5, 76-90.
%
% In order to use the new commands in this
% file, the packages amsmath, amssymb,
% and bm should be available.
%
% Copyright (c) 2016 by Erik Kole.
% All Rights Reserved.
%
% This work may be distributed and/or modified under the
% conditions of the LaTeX Project Public License, either version 1.3
% of this license or (at your option) any later version.
% The latest version of this license is in
%   http://www.latex-project.org/lppl.txt
% and version 1.3 or later is part of all distributions of LaTeX
% version 2005/12/01 or later.
%
% This work has the LPPL maintenance status "maintained".
%
% The Current Maintainer of this work is Erik Kole.
%
% This work consists of the files econometrics.sty, econometrics.tex and
% econometrics.pdf

% This version: 1.0, January 15, 2016
%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%
\newcommand{\newoperator}[3]{\newcommand*{#1}{\mathop{#2}#3}}
\newcommand{\renewoperator}[3]{\renewcommand*{#1}{\mathop{#2}#3}}
%
% symbols C,N,Q,R,Z for sets
\newcommand{\SC}{\mathbb{C}}
\newcommand{\SN}{\mathbb{N}}
\newcommand{\SQ}{\mathbb{Q}}
\newcommand{\SR}{\mathbb{R}}
\newcommand{\SZ}{\mathbb{Z}}
%
% calligraphic capital letters
\newcommand{\calA}{\mathcal{A}}
\newcommand{\calB}{\mathcal{B}}
\newcommand{\calC}{\mathcal{C}}
\newcommand{\calD}{\mathcal{D}}
\newcommand{\calE}{\mathcal{E}}
\newcommand{\calF}{\mathcal{F}}
\newcommand{\calG}{\mathcal{G}}
\newcommand{\calH}{\mathcal{H}}
\newcommand{\calI}{\mathcal{I}}
\newcommand{\calJ}{\mathcal{J}}
\newcommand{\calK}{\mathcal{K}}
\newcommand{\calL}{\mathcal{L}}
\newcommand{\calM}{\mathcal{M}}
\newcommand{\calN}{\mathcal{N}}
\newcommand{\calO}{\mathcal{O}}
\newcommand{\calP}{\mathcal{P}}
\newcommand{\calQ}{\mathcal{Q}}
\newcommand{\calR}{\mathcal{R}}
\newcommand{\calS}{\mathcal{S}}
\newcommand{\calT}{\mathcal{T}}
\newcommand{\calU}{\mathcal{U}}
\newcommand{\calV}{\mathcal{V}}
\newcommand{\calW}{\mathcal{W}}
\newcommand{\calX}{\mathcal{X}}
\newcommand{\calY}{\mathcal{Y}}
\newcommand{\calZ}{\mathcal{Z}}
%
% bold lowercase and capital letters for vectors (v) and matrices (m)
\newcommand{\mA}{\bm A}
\newcommand{\va}{\bm a}
\newcommand{\mB}{\bm B}
\newcommand{\vb}{\bm b}
\newcommand{\mC}{\bm C}
\newcommand{\vc}{\bm c}
\newcommand{\mD}{\bm D}
\newcommand{\vd}{\bm d}
\newcommand{\mE}{\bm E}
\newcommand{\ve}{\bm e}
\newcommand{\mF}{\bm F}
\newcommand{\vf}{\bm f}
\newcommand{\mG}{\bm G}
\newcommand{\vg}{\bm g}
\newcommand{\mH}{\bm H}
\newcommand{\vh}{\bm h}
\newcommand{\mI}{\bm I}
\newcommand{\vi}{\bm i}
\newcommand{\mJ}{\bm J}
\newcommand{\vj}{\bm j}
\newcommand{\mK}{\bm K}
\newcommand{\vk}{\bm k}
\newcommand{\mL}{\bm L}
\newcommand{\vl}{\bm l}
\newcommand{\mM}{\bm M}
\newcommand{\vm}{\bm m}
\newcommand{\mN}{\bm N}
\newcommand{\vn}{\bm n}
\newcommand{\mO}{\bm O}
\newcommand{\vo}{\bm o}
\newcommand{\mP}{\bm P}
\newcommand{\vp}{\bm p}
\newcommand{\mQ}{\bm Q}
\newcommand{\vq}{\bm q}
\newcommand{\mR}{\bm R}
\newcommand{\vr}{\bm r}
\newcommand{\mS}{\bm S}
\newcommand{\vs}{\bm s}
\newcommand{\mT}{\bm T}
\newcommand{\vt}{\bm t}
\newcommand{\mU}{\bm U}
\newcommand{\vu}{\bm u}
\newcommand{\mV}{\bm V}
\newcommand{\vv}{\bm v}
\newcommand{\mW}{\bm W}
\newcommand{\vw}{\bm w}
\newcommand{\mX}{\bm X}
\newcommand{\vx}{\bm x}
\newcommand{\mY}{\bm Y}
\newcommand{\vy}{\bm y}
\newcommand{\mZ}{\bm Z}
\newcommand{\vz}{\bm z}
%
% bold Greek lowercase letters for vectors (v)
\newcommand{\valpha}{\bm \alpha}
\newcommand{\vbeta}{\bm \beta}
\newcommand{\vgamma}{\bm \gamma}
\newcommand{\vdelta}{\bm \delta}
\newcommand{\vepsi}{\bm \epsi}
\newcommand{\vvarepsilon}{\bm \varepsilon}
\newcommand{\vzeta}{\bm \zeta}
\newcommand{\veta}{\bm \eta}
\newcommand{\vtheta}{\bm \theta}
\newcommand{\viota}{\bm \iota}
\newcommand{\vkappa}{\bm \kappa}
\newcommand{\vlambda}{\bm \lambda}
\newcommand{\vmu}{\bm \mu}
\newcommand{\vnu}{\bm \nu}
\newcommand{\vxi}{\bm \xi}
\newcommand{\vpi}{\bm \pi}
\newcommand{\vrho}{\bm \rho}
\newcommand{\vsigma}{\bm \sigma}
\newcommand{\vtau}{\bm \tau}
\newcommand{\vupsilon}{\bm \upsilon}
\newcommand{\vphi}{\bm \phi}
\newcommand{\vchi}{\bm \chi}
\newcommand{\vpsi}{\bm \psi}
\newcommand{\vomega}{\bm \omega}
%
% bold Greek capital letters for matrices (m)
\newcommand{\mGamma}{\bm \varGamma}
\newcommand{\mDelta}{\bm \varDelta}
\newcommand{\mTheta}{\bm \varTheta}
\newcommand{\mLambda}{\bm \varLambda}
\newcommand{\mXi}{\bm \varXi}
\newcommand{\mPi}{\bm \varPi}
\newcommand{\mSigma}{\bm \varSigma}
\newcommand{\mUpsilon}{\bm \varUpsilon}
\newcommand{\mPhi}{\bm \varPhi}
\newcommand{\mPsi}{\bm \varPsi}
\newcommand{\mOmega}{\bm \varOmega}
%
% roman letters in mathematics
\newcommand{\rb}{\ensuremath{\mathrm{b}}}
\newcommand{\rB}{\ensuremath{\mathrm{B}}}
\newcommand{\rC}{\ensuremath{\mathrm{C}}}
\newcommand{\rD}{\ensuremath{\mathrm{D}}}
\newcommand{\rf}{\ensuremath{\mathrm{f}}}
\newcommand{\rF}{\ensuremath{\mathrm{F}}}
\newcommand{\rH}{\ensuremath{\mathrm{H}}}
\newcommand{\rL}{\ensuremath{\mathrm{L}}}
\newcommand{\rN}{\ensuremath{\mathrm{N}}}
\newcommand{\rt}{\ensuremath{\mathrm{t}}}
\newcommand{\rU}{\ensuremath{\mathrm{U}}}
\newcommand{\rGam}{\ensuremath{\mathrm{Gam}}}
\newcommand{\rBeta}{\ensuremath{\mathrm{Beta}}}
%
\newcommand{\Bin}{\ensuremath{\mathrm{Bin}}}
\newcommand{\eu}{\ensuremath{\mathrm{e}}}
\newcommand{\iu}{\ensuremath{\mathrm{i}}}
\newcommand{\LN}{\ensuremath{\mathrm{LN}}}
\newcommand{\IN}{\ensuremath{\mathrm{IN}}}

\newcommand{\Poi}{\ensuremath{\mathrm{Poi}}}
%
\newcommand{\ped}[1]{\ensuremath{_\mathrm{#1}}} %pedex
\newcommand{\ap}[1]{\ensuremath{^\mathrm{#1}}} %apex
\renewoperator{\Re}{\mathrm{Re}}{\nolimits}
\renewoperator{\Im}{\mathrm{Im}}{\nolimits}
%
% letters for (partial) differentiation
\makeatletter
\newcommand{\rd}{\@ifnextchar^{\DIfF}{\DIfF^{}}}
\def\DIfF^#1{%
   \mathop{\mathrm{\mathstrut d}}%
   \nolimits^{#1}\gobblespace}
\def\gobblespace{\futurelet\diffarg\opspace}
\def\opspace{%
   \let\DiffSpace\!%
   \ifx\diffarg(%
   \let\DiffSpace\relax
   \else
   \ifx\diffarg[%
   \let\DiffSpace\relax
   \else
   \ifx\diffarg\{%
   \let\DiffSpace\relax
   \fi\fi\fi\DiffSpace}
\newcommand{\deriv}[3][]{\frac{\rd^{#1}#2}{\rd #3^{#1}}}
\newcommand{\pderiv}[3][]{\frac{\partial^{#1}#2}{\partial #3^{#1}}}
%
% operatornames
\newcommand{\bias}{\operatorname{bias}}
\newcommand{\col}{\operatorname{col}}
\newcommand{\corr}{\operatorname{corr}}
\newcommand{\cov}{\operatorname{cov}}
\newcommand{\dg}{\operatorname{dg}}
\newcommand{\diag}{\operatorname{diag}}
\newcommand{\E}{\operatorname{E}}
\newcommand{\etr}{\operatorname{etr}}
\newoperator{\ip}{\mathrm{int}}{\nolimits}
\newcommand{\kur}{\operatorname{kur}}
\newcommand{\MSE}{\operatorname{MSE}}
\newcommand{\MSFE}{\operatorname{MSFE}}
\newcommand{\OLS}{\operatorname{OLS}}
\newcommand{\plim}{\operatorname{plim}}
\newcommand{\resid}{\operatorname{resid}}
\newcommand{\rk}{\operatorname{rk}}
\newcommand{\SE}{\operatorname{SE}}
\newcommand{\sgn}{\operatorname{sgn}}
\newcommand{\tr}{\operatorname{tr}}
\newcommand{\var}{\operatorname{var}}
\renewcommand{\vec}{\operatorname{vec}}
\newcommand{\vech}{\operatorname{vech}}
%
% other definitions
\newcommand{\distr}{\sim}
\newcommand{\adistr}{\stackrel{a}{\distr}}
\newcommand{\diff}{\Delta}
\newcommand{\fdiff}{\diff_{\rf}}
\newcommand{\bdiff}{\diff_{\rb}}
%
\newcommand{\eps}{\epsilon}
\newcommand{\epsi}{\varepsilon}
%
\newcommand{\longto}{\longrightarrow}
\newcommand{\pto}{\stackrel{p}{\longrightarrow}}
\newcommand{\dto}{\stackrel{d}{\longrightarrow}}
\newcommand{\wto}{\stackrel{w}{\longrightarrow}}
%
\newcommand{\Infmat}{\bm\calI}
\newcommand{\Hesmat}{\bm\calH}
\newcommand{\bcdot}{\raisebox{1pt}{\textbf{\large .}}}
%
\newcommand{\vones}{\bm\imath}
\newcommand{\vzeros}{\boldsymbol{0}}
\newcommand{\mZeros}{\mathbf{O}}
%
% additional commands
\newcommand{\e}{\eu}% exponential e
\newcommand{\mply}{\cdot} % multiplication symbol
\newcommand{\rW}{\ensuremath{\mathrm{W}}} % Wishart distribution
%%%%%